BMEM is available as compiled binaries for Windows, OS X, and Linux. Please choose the appropriate file to download. Note that the Mac binary is compiled for Darwin Kernel Version 9.8.0 and the Linux binary is for GNU/Linux Kernel Version 2.6.18-164.e15 and thus those binaries may not work for some versions of OS X and Linux.

A new R package bmem is available for mediation analysis with non-normal and missing data using bootstrap. The package is at http://cran.r-project.org/web/packages/bmem/index.html
To cite, please use (thanks)
Zhang, Z., & Wang, L. (2013). Methods for mediation analysis with missing data. Psychometrika, 78(1), 154-184.